I don't quite follow. Are these SMS message that you have deleted, and they are being retransmitted? Or is is simply a matter of the indicator/counter showing unread SMS when you have no unread SMS? If the latter, see:

I personally don't have a clue. You might search and see if anyone else has observed this and found an explanation.

If it only happened once, I wouldn't worry about it. If it has happened twice, I would try a hard reset (remove the battery for about 30 seconds) and see if it happens again. If it keeps happening, and happens to the same three messages, I'd either ignore it as long as I could, or delete those messages.

Last thought, you could try doing a selective backup of just the messages database(s), then use advanced backup/restore to clear those databases, and then do a selective restore.

What about taking that info you are storing in an SMS message and putting it another location, such as notepad or password keeper? Wiping the device for this problem is like killing a knat with a shotgun.